On the convergence of stochastic integrals driven by processes converging on account of a homogenization property
From MaRDI portal
Publication:1858665
DOI10.1214/EJP.v7-117zbMath1007.60018MaRDI QIDQ1858665
Publication date: 13 February 2003
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/122455
Other physical applications of random processes (60K40) Functional limit theorems; invariance principles (60F17)
Related Items (6)
Multiscale analysis of semilinear damped stochastic wave equations ⋮ On \((p,q)\)-rough paths ⋮ Stochastic differential equations driven by processes generated by divergence form operators II: convergence results ⋮ Rough invariance principle for delayed regenerative processes ⋮ Yet another introduction to rough paths ⋮ Anomalous thermodynamics in homogenized generalized Langevin systems
This page was built for publication: On the convergence of stochastic integrals driven by processes converging on account of a homogenization property